CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8757 |
0.8695 |
-0.0062 |
-0.7% |
0.8836 |
| High |
0.8757 |
0.8741 |
-0.0016 |
-0.2% |
0.8928 |
| Low |
0.8705 |
0.8689 |
-0.0016 |
-0.2% |
0.8800 |
| Close |
0.8728 |
0.8722 |
-0.0006 |
-0.1% |
0.8818 |
| Range |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0128 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.8% |
0.0000 |
| Volume |
79 |
82 |
3 |
3.8% |
129 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8873 |
0.8850 |
0.8751 |
|
| R3 |
0.8821 |
0.8798 |
0.8736 |
|
| R2 |
0.8769 |
0.8769 |
0.8732 |
|
| R1 |
0.8746 |
0.8746 |
0.8727 |
0.8758 |
| PP |
0.8717 |
0.8717 |
0.8717 |
0.8723 |
| S1 |
0.8694 |
0.8694 |
0.8717 |
0.8706 |
| S2 |
0.8665 |
0.8665 |
0.8712 |
|
| S3 |
0.8613 |
0.8642 |
0.8708 |
|
| S4 |
0.8561 |
0.8590 |
0.8693 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9233 |
0.9153 |
0.8888 |
|
| R3 |
0.9105 |
0.9025 |
0.8853 |
|
| R2 |
0.8977 |
0.8977 |
0.8841 |
|
| R1 |
0.8897 |
0.8897 |
0.8830 |
0.8873 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8837 |
| S1 |
0.8769 |
0.8769 |
0.8806 |
0.8745 |
| S2 |
0.8721 |
0.8721 |
0.8795 |
|
| S3 |
0.8593 |
0.8641 |
0.8783 |
|
| S4 |
0.8465 |
0.8513 |
0.8748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8892 |
0.8689 |
0.0203 |
2.3% |
0.0040 |
0.5% |
16% |
False |
True |
62 |
| 10 |
0.8928 |
0.8689 |
0.0239 |
2.7% |
0.0033 |
0.4% |
14% |
False |
True |
47 |
| 20 |
0.8961 |
0.8689 |
0.0272 |
3.1% |
0.0039 |
0.4% |
12% |
False |
True |
47 |
| 40 |
0.9120 |
0.8689 |
0.0431 |
4.9% |
0.0034 |
0.4% |
8% |
False |
True |
34 |
| 60 |
0.9161 |
0.8689 |
0.0472 |
5.4% |
0.0024 |
0.3% |
7% |
False |
True |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8962 |
|
2.618 |
0.8877 |
|
1.618 |
0.8825 |
|
1.000 |
0.8793 |
|
0.618 |
0.8773 |
|
HIGH |
0.8741 |
|
0.618 |
0.8721 |
|
0.500 |
0.8715 |
|
0.382 |
0.8709 |
|
LOW |
0.8689 |
|
0.618 |
0.8657 |
|
1.000 |
0.8637 |
|
1.618 |
0.8605 |
|
2.618 |
0.8553 |
|
4.250 |
0.8468 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8720 |
0.8737 |
| PP |
0.8717 |
0.8732 |
| S1 |
0.8715 |
0.8727 |
|